The thing with spies is that they are more useful than troops. They can scout, steal, and assassinate. When assassinating they don't lose as much per hit as compared to troops. If they were to be given quests, it'd make the spy buildings overpowered.
Suppose but there could be differ types of quest for spies scout quests assa quests and steal quests?
That would lower there income, since xtals and nobility are the main sources of revenue. Not really a good idea. The quests are like a free trial for xtals and nobs.